相关论文: Nonparametric Estimation of the Service Time Distr…

We prove that the scaled maximum steady-state waiting time and the scaled maximum steady-state queue length among $N$ $GI/GI/1$-queues in the $N$-server fork-join queue, converge to a normally distributed random variable as $N\to\infty$.…

We consider a single server communication setting where the interarrival times of data updates at the source node and the service times to the destination node are arbitrarily distributed. We consider two service discipline models. If a new…

The non-stationary evolution of observable quantities in complex systems can frequently be described as a juxtaposition of quasi-stationary spells. Given that standard theoretical and data analysis approaches usually rely on the assumption…

We consider a time series model involving a fractional stochastic component, whose integration order can lie in the stationary/invertible or nonstationary regions and be unknown, and an additive deterministic component consisting of a…

We study the impact of service-time distributions on the distribution of the maximum queue length during a busy period for the M^X/G/1 queue. The maximum queue length is an important random variable to understand when designing the buffer…

This self-contained discussion relates the long-run average holding cost per unit time to the long-run average response time per customer in a $G/G/1$ queue with no assumption made on the order of service. The only restriction established…

Given discrete time observations over a fixed time interval, we study a nonparametric Bayesian approach to estimation of the volatility coefficient of a stochastic differential equation. We postulate a histogram-type prior on the volatility…

This paper addresses the nonparametric estimation of the drift function over a compact domain for a time-homogeneous diffusion process, based on high-frequency discrete observations from $N$ independent trajectories. We propose a neural…

We provide an approach that closely estimates an organization's cyber resources directly from vulnerability timestamps, using a non-stationary queueing framework. Traditional attack-surface metrics operate on static snapshots, ignoring the…

In this paper, we consider the age of information (AoI) of a discrete time status updating system, focusing on finding the stationary AoI distribution assuming that the Ber/G/1/1 queue is used. Following the standard queueing theory, we…

The present paper provides some new stochastic inequalities for the characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems. These stochastic inequalities are based on substantially deepen up- and down-crossings analysis, and…

This article proposes an online bootstrap scheme for nonparametric level estimation in nonstationary time series. Our approach applies to a broad class of level estimators expressible as weighted sample averages over time windows, including…

We propose a contrast-based estimation method for Gaussian processes with time-inhomogeneous drifts, observed under high-frequency sampling. The process is modeled as the sum of a deterministic drift function and a stationary Gaussian…

Time-to-event models are a popular tool to analyse data where the outcome variable is the time to the occurrence of a specific event of interest. Here we focus on the analysis of time-to-event outcomes that are either intrisically discrete…

We study the problem of the non-parametric estimation for the density $\pi$ of the stationary distribution of a stochastic two-dimensional damping Hamiltonian system $(Z_t)_{t\in[0,T]}=(X_t,Y_t)_{t \in [0,T]}$. From the continuous…

In this paper we propose a highly accurate approximate performance analysis of a heterogeneous server system with a processor sharing service discipline and a general job-size distribution under a generalized join the shortest queue (GJSQ)…

In an earlier paper, a randomized load balancing model was studied in a heavy traffic asymptotic regime where the load balancing stream is thin compared to the total arrival stream. It was shown that the limit is given by a system of…

In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…

General nonlinear sieve learnings are classes of nonlinear sieves that can approximate nonlinear functions of high dimensional variables much more flexibly than various linear sieves (or series). This paper considers general nonlinear sieve…

The queue system,with Poisson arrivals,constant service time and infinite servers, busy period distribution is intensively studied because, due to its probability density function quite easy interpretation, it may serve as a clue to…